+547.5%
RF vs IT
+6,105.9%
-5,558.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.6% | +1.2% |
| 7D | +1.3% | -6.0% | +7.3% | +2.9% |
| 30D | -3.6% | 0.0% | -3.6% | -3.9% |
| 3M | +8.1% | +13.1% | -5.0% | +2.7% |
| 6M | +11.5% | +11.7% | -0.2% | +5.2% |
| YTD | +15.6% | -26.1% | +41.7% | +20.6% |
| 1Y | +15.7% | -21.3% | +36.9% | +17.9% |
| 3Y | +86.9% | -46.7% | +133.6% | +107.9% |
| 5Y | +89.8% | -40.5% | +130.3% | +102.5% |
| 10Y | +344.7% | +103.9% | +240.8% | +243.6% |
| All | +547.5% | +6,105.9% | -5,558.4% | +204.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling